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  • Investment Actuary Symposium Modeling Credit Risks
    Investment ... discusses techniques for modeling credit risk, including discussion of default assumptions and recovery rates ... rates. Asset modeling;Asset valuation;Credit risk; 10939 2/1/2001 12:00:00 AM ...

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    • Authors: Marc Altschull
    • Date: Feb 2001
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods